Anic Equity¶

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Total return since start: 0.561 %¶

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Equity now: -----------------------------> 47694.89 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46299.93 Kr¶

PnL: ---------------------------------------> -588.64 Kr¶

DD now: ---------------------------------> -1.923 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 14:14:18.235820'

Anic Portfolio¶

Today¶

Return: -0.602 %¶

This Week¶

Return: -0.455 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.780000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -1.230000 2803.500000 167.500000 6.350000 2636.000010
Corem Property Group B 59 -1.300000 624.810000 47.810000 8.290000 576.999999
AcadeMedia 12 -0.200000 601.200000 44.200000 7.940000 557.000004
MedCap 2 -0.430000 463.000000 42.000000 9.980000 421.000000
Resurs Holding 22 0.910000 609.180000 35.180000 6.130000 573.999998
HMS Networks 2 -1.280000 708.000000 35.000000 5.200000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -2.020000 389.000000 34.000000 9.580000 355.000000
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Boozt 12 -0.430000 1681.200000 27.200000 1.640000 1653.999996
Norva24 Group 16 -0.340000 562.880000 19.880000 3.660000 543.000000
Intrum 4 -0.290000 544.800000 17.800000 3.380000 527.000000
Swedbank A 3 2.270000 581.400000 17.400000 3.090000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Securitas B 6 0.770000 584.400000 14.400000 2.530000 570.000000
OEM International B 7 -0.900000 539.700000 11.700000 2.220000 527.999997
Eastnine 4 -1.570000 500.800000 9.800000 2.000000 491.000000
Coor Service Management Hold. 8 -1.020000 541.200000 9.200000 1.730000 532.000000
Nordea Bank Abp 29 0.560000 3463.180000 9.180000 0.270000 3453.999992
SAAB B 8 -0.560000 3384.000000 7.000000 0.210000 3377.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.100000 249.120000 3.120000 1.270000 246.000000
Handelsbanken A 5 0.140000 546.750000 0.750000 0.140000 546.000000
Creaspac SPAC 6 -0.100000 576.000000 -1.000000 -0.170000 577.000002
CTEK 13 -1.410000 529.100000 -4.900000 -0.920000 533.999999
Midsona B 63 -0.440000 567.000000 -16.000000 -2.740000 582.999984
Essity B 2 -1.420000 555.200000 -18.800000 -3.280000 574.000000
International Petroleum Corp. 5 -2.000000 563.500000 -31.070000 -5.230000 594.565215
Essity A 4 -1.770000 1112.000000 -37.000000 -3.220000 1149.000000
Sampo Oyj SDB 7 -1.000000 3804.500000 -45.500000 -1.180000 3850.000000
Vivesto 1368 -1.090000 545.560000 -67.440000 -11.000000 612.999432
Axfood 13 -1.100000 3620.500000 -135.500000 -3.610000 3756.000001
OX2 18 -1.310000 1421.100000 -242.900000 -14.600000 1663.999992
Fasadgruppen Group 35 1.700000 3556.000000 -255.000000 -6.690000 3810.999990
Ovzon 52 -2.320000 2844.400000 -517.600000 -15.400000 3361.999992
TOTAL 46299.380000 -589.190000 -1.92382% 46888.564618

Updated:¶

'2023-01-24 14:14:02.058617'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶